CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
523-0 |
510-0 |
-13-0 |
-2.5% |
544-6 |
| High |
523-4 |
531-0 |
7-4 |
1.4% |
566-0 |
| Low |
512-4 |
507-0 |
-5-4 |
-1.1% |
518-4 |
| Close |
515-2 |
528-4 |
13-2 |
2.6% |
520-6 |
| Range |
11-0 |
24-0 |
13-0 |
118.2% |
47-4 |
| ATR |
17-3 |
17-6 |
0-4 |
2.7% |
0-0 |
| Volume |
191,847 |
191,024 |
-823 |
-0.4% |
1,038,175 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
594-1 |
585-3 |
541-6 |
|
| R3 |
570-1 |
561-3 |
535-1 |
|
| R2 |
546-1 |
546-1 |
532-7 |
|
| R1 |
537-3 |
537-3 |
530-6 |
541-6 |
| PP |
522-1 |
522-1 |
522-1 |
524-3 |
| S1 |
513-3 |
513-3 |
526-2 |
517-6 |
| S2 |
498-1 |
498-1 |
524-1 |
|
| S3 |
474-1 |
489-3 |
521-7 |
|
| S4 |
450-1 |
465-3 |
515-2 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
677-5 |
646-5 |
546-7 |
|
| R3 |
630-1 |
599-1 |
533-6 |
|
| R2 |
582-5 |
582-5 |
529-4 |
|
| R1 |
551-5 |
551-5 |
525-1 |
543-3 |
| PP |
535-1 |
535-1 |
535-1 |
531-0 |
| S1 |
504-1 |
504-1 |
516-3 |
495-7 |
| S2 |
487-5 |
487-5 |
512-0 |
|
| S3 |
440-1 |
456-5 |
507-6 |
|
| S4 |
392-5 |
409-1 |
494-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
545-0 |
507-0 |
38-0 |
7.2% |
14-7 |
2.8% |
57% |
False |
True |
191,825 |
| 10 |
572-6 |
507-0 |
65-6 |
12.4% |
15-6 |
3.0% |
33% |
False |
True |
215,496 |
| 20 |
603-4 |
507-0 |
96-4 |
18.3% |
13-7 |
2.6% |
22% |
False |
True |
202,181 |
| 40 |
603-4 |
456-0 |
147-4 |
27.9% |
13-7 |
2.6% |
49% |
False |
False |
202,056 |
| 60 |
603-4 |
438-0 |
165-4 |
31.3% |
12-6 |
2.4% |
55% |
False |
False |
198,222 |
| 80 |
603-4 |
399-4 |
204-0 |
38.6% |
12-1 |
2.3% |
63% |
False |
False |
189,712 |
| 100 |
603-4 |
375-6 |
227-6 |
43.1% |
11-3 |
2.1% |
67% |
False |
False |
175,725 |
| 120 |
603-4 |
343-2 |
260-2 |
49.2% |
10-4 |
2.0% |
71% |
False |
False |
160,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
633-0 |
|
2.618 |
593-7 |
|
1.618 |
569-7 |
|
1.000 |
555-0 |
|
0.618 |
545-7 |
|
HIGH |
531-0 |
|
0.618 |
521-7 |
|
0.500 |
519-0 |
|
0.382 |
516-1 |
|
LOW |
507-0 |
|
0.618 |
492-1 |
|
1.000 |
483-0 |
|
1.618 |
468-1 |
|
2.618 |
444-1 |
|
4.250 |
405-0 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
525-3 |
526-5 |
| PP |
522-1 |
524-7 |
| S1 |
519-0 |
523-0 |
|